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A behavioral approach to asset pricing /

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MARC

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908801

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20140909112231.0

008		130903s2005 ne a 001 0 eng
020		\|a0126393710 (hardcover : alk. paper)
020		\|a9780126393712 (hardcover : alk. paper)
020		\|a0120887835 (CD-ROM)
020		\|a9780120887835 (CD-ROM)
040		\|aDLC\|beng\|cDLC\|dBAKER\|dPVY
050	00	\|aHG4637\|b.S54 2005
082	00	\|a332.63221
095		\|d332.63221\|eSh39\|pBOOK
100	1	\|aShefrin, Hersh,\|d1948-
245	12	\|aA behavioral approach to asset pricing /\|cHersh Shefrin.
260		\|aAmsterdam ;\|aBoston :\|bElsevier Academic Press,\|cc2005.
300		\|axxi, 488 p. :\|bill. ;\|c24 cm. +\|e1 CD-ROM (4 3/4 in.)
490	0	\|aAcademic Press advanced finance series
504		\|aIncludes bibliographical references (p. [457]-471) and index.
505	0	\|aIntroduction -- pt. I. Heuristics and representativeness: experimental evidence -- Representativeness and Bayes Rule: psychological perspective -- Representativeness and bayes rule: economics perspective -- A simple asset pricing model featuring representativeness -- Heterogeneous judgements in experiments -- pt. II. Heuristics and representatives: investor expectations -- Representativeness and heterogeneous beliefs among individual investors, financial executives, and academics -- Representativeness and heterogeneity in the judgments of professional investors -- pt. III. Developing behavioral asset pricing models -- A simple asset pricing model with heterogeneous beliefs -- Heterogeneous beliefs and inefficient markets -- A simple market model of prices and trading volume -- Efficiency and entropy : long-run dynamics -- pt. IV. Heterogeneity in risk tolerance and time discounting -- CRRA and CARA utility functions -- Heterogeneous risk tolerance and time preference -- Representative investors in a heterogeneous CRRA model -- pt. V. Sentiment and behavioral SDF -- Sentiment -- Behavioral SDF and the sentiment premium -- pt. VI. Applications of behavioral SDF -- Behavioral betas and mean-variance portfolios -- Cross-section of return expectations -- Testing for a sentiment premium -- A behavioral approach to the term structure of interest rates -- Behavioral black-scholes -- Irrational exuberance and option smiles -- Empirical evidence in support of behavioral SDF -- pt. VII. Prospect theory -- Prospect theory : introduction -- Behavioral portfolios -- Prospect theory equilibrium -- Pricing and prospect theory : empirical studies -- Reflections on the equity premium puzzle -- Closure -- pt. VIII. Closure -- Conclusion.
650	0	\|aCapital assets pricing model.
650	0	\|aRisk management.
910		\|a20140903

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